WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 367,197: 84,981 82,978 54,093 200,579 178,740 339,653 315,811: 27,544 51,386
Old : 331,478: 75,632 85,829 45,497 184,715 156,244 305,844 287,570: 25,634 43,908
Other: 35,719: 16,987 4,787 958 15,864 22,496 33,809 28,241: 1,910 7,478
: : :
: : Changes in Commitments from: May 27, 2008 :
: 8,812: 1,835 -1,129 5,722 -1,711 630 5,846 5,223: 2,966 3,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 22.6 14.7 54.6 48.7 92.5 86.0: 7.5 14.0
Old : 100.0: 22.8 25.9 13.7 55.7 47.1 92.3 86.8: 7.7 13.2
Other: 100.0: 47.6 13.4 2.7 44.4 63.0 94.7 79.1: 5.3 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 90 119 101 74 105 239 267:
Old : 345: 93 118 93 72 102 231 261:
Other: 141: 26 32 15 24 66 59 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 15.9 39.6 24.2 25.1 14.8 38.1 21.0
Old : 27.7 16.2 41.4 24.2 27.0 15.3 40.1 21.4
Other: 43.6 25.1 62.3 35.5 43.6 22.1 60.7 31.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,405,256: 449,190 105,040 192,165 627,902 864,360 1,269,257 1,161,565: 135,999 243,691
Old : 645,175: 211,965 133,571 46,762 325,546 374,056 584,273 554,389: 60,902 90,786
Other: 760,081: 312,850 47,094 69,778 302,356 490,304 684,984 607,176: 75,097 152,905
: : :
: : Changes in Commitments from: May 27, 2008 :
: 4,140: -8,925 -755 8,362 -5,650 -16,684 -6,213 -9,077: 10,353 13,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.5 13.7 44.7 61.5 90.3 82.7: 9.7 17.3
Old : 100.0: 32.9 20.7 7.2 50.5 58.0 90.6 85.9: 9.4 14.1
Other: 100.0: 41.2 6.2 9.2 39.8 64.5 90.1 79.9: 9.9 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 800: 227 129 181 208 363 523 614:
Old : 719: 166 150 75 164 322 377 509:
Other: 703: 196 104 89 146 341 379 506:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 13.7 22.7 20.1 14.1 12.4 21.9 18.4
Old : 19.6 18.1 29.9 24.4 19.6 18.1 29.9 23.7
Other: 16.6 15.3 25.9 21.2 15.8 15.2 24.8 20.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 16,130: 3,414 467 274 9,244 13,950 12,932 14,691: 3,198 1,439
Old : 16,130: 3,414 467 274 9,244 13,950 12,932 14,691: 3,198 1,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 366: 38 86 -81 649 13 606 18: -240 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 2.9 1.7 57.3 86.5 80.2 91.1: 19.8 8.9
Old : 100.0: 21.2 2.9 1.7 57.3 86.5 80.2 91.1: 19.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 21 5 3 15 17 37 24:
Old : 50: 21 5 3 15 17 37 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 57.0 53.1 77.2 37.4 52.0 49.5 69.1
Old : 37.5 57.0 53.1 77.2 37.4 52.0 49.5 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 470,984: 153,734 32,332 65,152 205,338 289,869 424,224 387,353: 46,760 83,631
Old : 217,638: 84,930 33,713 17,093 92,090 140,028 194,113 190,834: 23,525 26,804
Other: 253,346: 97,733 27,548 19,130 113,248 149,841 230,111 196,519: 23,235 56,827
: : :
: : Changes in Commitments from: May 27, 2008 :
: 11,052: 6,274 -402 5,958 1,168 4,723 13,400 10,279: -2,348 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 6.9 13.8 43.6 61.5 90.1 82.2: 9.9 17.8
Old : 100.0: 39.0 15.5 7.9 42.3 64.3 89.2 87.7: 10.8 12.3
Other: 100.0: 38.6 10.9 7.6 44.7 59.1 90.8 77.6: 9.2 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 157 89 128 103 193 329 368:
Old : 437: 144 91 46 76 168 247 282:
Other: 407: 113 89 74 83 170 232 307:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 20.8 26.1 29.1 16.0 20.2 25.1 26.9
Old : 21.3 29.5 32.5 38.7 21.3 29.0 32.3 38.2
Other: 16.8 17.0 29.5 26.9 15.0 16.0 26.3 22.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,703: 18,589 2,136 1,301 2 3,613 19,892 7,050: 3,811 16,653
Old : 6,032: 3,973 1,659 31 0 697 4,004 2,387: 2,028 3,645
Other: 17,671: 15,862 1,723 24 2 2,916 15,888 4,663: 1,783 13,008
: : :
: : Changes in Commitments from: May 27, 2008 :
: 952: -34 -123 124 0 -9 90 -8: 862 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 9.0 5.5 0.0 15.2 83.9 29.7: 16.1 70.3
Old : 100.0: 65.9 27.5 0.5 0.0 11.6 66.4 39.6: 33.6 60.4
Other: 100.0: 89.8 9.8 0.1 0.0 16.5 89.9 26.4: 10.1 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 8 9 1 10 15 26:
Old : 29: 12 8 3 0 9 13 19:
Other: 25: 8 7 5 1 10 9 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 11.0 77.5 16.9 63.0 8.4 74.6 14.1
Old : 45.2 29.4 58.2 35.6 45.1 29.2 58.1 35.4
Other: 75.8 9.1 89.9 15.6 75.7 9.1 89.8 15.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 250,838: 45,715 25,355 44,037 131,655 164,434 221,407 233,826: 29,431 17,012
Old : 152,073: 37,851 32,906 9,111 84,108 97,079 131,070 139,096: 21,003 12,977
Other: 98,765: 26,354 10,939 16,436 47,547 67,355 90,337 94,730: 8,428 4,035
: : :
: : Changes in Commitments from: May 27, 2008 :
: 5,170: 2,513 1,449 3,890 878 493 7,281 5,832: -2,111 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 10.1 17.6 52.5 65.6 88.3 93.2: 11.7 6.8
Old : 100.0: 24.9 21.6 6.0 55.3 63.8 86.2 91.5: 13.8 8.5
Other: 100.0: 26.7 11.1 16.6 48.1 68.2 91.5 95.9: 8.5 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 56 34 54 63 57 156 126:
Old : 181: 57 41 27 53 48 126 104:
Other: 130: 37 25 20 50 36 98 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 33.6 26.7 45.8 16.1 30.4 24.8 40.3
Old : 18.7 37.0 31.2 48.9 18.7 36.9 30.5 47.6
Other: 22.0 39.4 34.8 58.6 18.3 36.3 28.8 46.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 906,460: 128,304 149,740 15,298 648,714 543,790 792,316 708,828: 114,144 197,632
Old : 906,460: 128,304 149,740 15,298 648,714 543,790 792,316 708,828: 114,144 197,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -60,684: -15,598 -11,319 -666 -35,853 -41,345 -52,117 -53,330: -8,567 -7,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.5 1.7 71.6 60.0 87.4 78.2: 12.6 21.8
Old : 100.0: 14.2 16.5 1.7 71.6 60.0 87.4 78.2: 12.6 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 27 35 21 70 83 106 130:
Old : 163: 27 35 21 70 83 106 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 28.5 41.3 37.4 21.5 21.2 30.5 26.5
Old : 28.5 28.5 41.3 37.4 21.5 21.2 30.5 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 203,136: 51,413 7,215 27,815 93,793 152,319 173,021 187,349: 30,115 15,787
Old : 105,587: 31,126 12,100 9,224 47,699 73,233 88,049 94,557: 17,538 11,030
Other: 97,549: 31,525 6,353 7,353 46,094 79,086 84,972 92,792: 12,577 4,757
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,759: 2,492 -500 2,877 -3,184 -1,093 2,185 1,284: 574 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.6 13.7 46.2 75.0 85.2 92.2: 14.8 7.8
Old : 100.0: 29.5 11.5 8.7 45.2 69.4 83.4 89.6: 16.6 10.4
Other: 100.0: 32.3 6.5 7.5 47.3 81.1 87.1 95.1: 12.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 64 20 46 64 58 150 116:
Old : 160: 52 32 33 55 51 129 97:
Other: 125: 44 13 21 51 38 105 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 42.5 25.6 53.0 11.9 38.2 18.1 43.7
Old : 22.2 35.1 30.9 46.1 20.9 32.8 28.9 42.7
Other: 17.2 54.5 28.9 68.9 17.1 52.2 27.5 65.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,466: 4,872 743 822 9,504 15,519 15,198 17,084: 3,268 1,382
Old : 6,839: 3,177 581 0 2,391 5,346 5,568 5,927: 1,271 912
Other: 11,627: 2,140 607 377 7,113 10,173 9,630 11,157: 1,997 470
: : :
: : Changes in Commitments from: May 27, 2008 :
: -147: -170 -78 -53 624 191 401 60: -548 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.0 4.5 51.5 84.0 82.3 92.5: 17.7 7.5
Old : 100.0: 46.5 8.5 0.0 35.0 78.2 81.4 86.7: 18.6 13.3
Other: 100.0: 18.4 5.2 3.2 61.2 87.5 82.8 96.0: 17.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 25 6 12 35 25 63 43:
Old : 53: 18 7 0 14 15 32 22:
Other: 60: 15 8 10 29 15 49 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 63.3 33.9 73.0 15.1 48.4 26.3 54.8
Old : 34.9 57.8 57.2 73.0 31.8 51.2 49.1 63.2
Other: 27.0 76.2 45.0 83.0 22.6 63.9 38.6 70.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,028,844: 197,230 256,211 10,753 705,030 658,580 913,013 925,544: 115,831 103,300
Old : 1,028,844: 197,230 256,211 10,753 705,030 658,580 913,013 925,544: 115,831 103,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -76,528: -48,850 -2,656 -26,440 -15,200 -39,508 -90,490 -68,604: 13,962 -7,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 24.9 1.0 68.5 64.0 88.7 90.0: 11.3 10.0
Old : 100.0: 19.2 24.9 1.0 68.5 64.0 88.7 90.0: 11.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 47 37 19 103 89 158 137:
Old : 214: 47 37 19 103 89 158 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 47.9 35.4 57.4 19.5 47.6 31.1 56.1
Old : 23.2 47.9 35.4 57.4 19.5 47.6 31.1 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,158,445: 346,362 279,321 61,580 1,471,965 1,393,307 1,879,907 1,734,208: 278,538 424,237
Old : 2,158,445: 346,362 279,321 61,580 1,471,965 1,393,307 1,879,907 1,734,208: 278,538 424,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -17,485: 14,117 -10,410 -8,770 -7,998 -4,075 -2,651 -23,255: -14,834 5,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.9 2.9 68.2 64.6 87.1 80.3: 12.9 19.7
Old : 100.0: 16.0 12.9 2.9 68.2 64.6 87.1 80.3: 12.9 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 55 60 39 96 126 170 208:
Old : 274: 55 60 39 96 126 170 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 25.3 45.1 34.2 36.6 22.5 43.3 29.7
Old : 38.2 25.3 45.1 34.2 36.6 22.5 43.3 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,779,377: 502,881 190,202 52,423 1,023,582 1,266,537 1,578,886 1,509,162: 200,491 270,215
Old : 1,779,377: 502,881 190,202 52,423 1,023,582 1,266,537 1,578,886 1,509,162: 200,491 270,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -22,670: -53,922 -5,999 -18,817 89,619 39,650 16,880 14,834: -39,550 -37,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.7 2.9 57.5 71.2 88.7 84.8: 11.3 15.2
Old : 100.0: 28.3 10.7 2.9 57.5 71.2 88.7 84.8: 11.3 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 37 40 19 77 82 123 132:
Old : 181: 37 40 19 77 82 123 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 36.5 34.3 47.1 14.9 28.5 26.3 34.4
Old : 21.9 36.5 34.3 47.1 14.9 28.5 26.3 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 604,678: 200,846 19,662 67,167 284,875 477,465 552,888 564,294: 51,790 40,384
Old : 604,678: 200,846 19,662 67,167 284,875 477,465 552,888 564,294: 51,790 40,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -139,136: 2,337 -7,673 -61,924 -73,830 -61,308 -133,417 -130,905: -5,719 -8,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 3.3 11.1 47.1 79.0 91.4 93.3: 8.6 6.7
Old : 100.0: 33.2 3.3 11.1 47.1 79.0 91.4 93.3: 8.6 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 54 11 35 54 47 117 86:
Old : 125: 54 11 35 54 47 117 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 37.4 37.9 54.6 19.6 34.5 25.4 44.9
Old : 22.8 37.4 37.9 54.6 19.6 34.5 25.4 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 31,714: 16,305 12,936 452 10,697 12,833 27,454 26,221: 4,260 5,493
Old : 31,714: 16,305 12,936 452 10,697 12,833 27,454 26,221: 4,260 5,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 297: -536 -180 83 937 -17 484 -114: -187 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 40.8 1.4 33.7 40.5 86.6 82.7: 13.4 17.3
Old : 100.0: 51.4 40.8 1.4 33.7 40.5 86.6 82.7: 13.4 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 15 20 9 13 9 36 30:
Old : 53: 15 20 9 13 9 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 34.5 58.2 56.1 39.1 33.3 57.0 50.7
Old : 39.1 34.5 58.2 56.1 39.1 33.3 57.0 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 113,021: 39,995 53,522 1,203 58,555 46,786 99,753 101,511: 13,268 11,510
Old : 113,021: 39,995 53,522 1,203 58,555 46,786 99,753 101,511: 13,268 11,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 5,875: 1,434 11,586 -1,320 6,869 -3,578 6,983 6,688: -1,108 -813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 47.4 1.1 51.8 41.4 88.3 89.8: 11.7 10.2
Old : 100.0: 35.4 47.4 1.1 51.8 41.4 88.3 89.8: 11.7 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 43 48 11 19 21 65 77:
Old : 124: 43 48 11 19 21 65 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 39.4 53.0 50.9 41.6 39.4 52.6 50.8
Old : 42.0 39.4 53.0 50.9 41.6 39.4 52.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 61,287: 15,489 4,675 1,217 44,305 55,279 61,011 61,171: 276 116
Old : 61,287: 15,489 4,675 1,217 44,305 55,279 61,011 61,171: 276 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 1,932: -2,986 223 -216 5,086 2,080 1,884 2,087: 48 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.6 2.0 72.3 90.2 99.5 99.8: 0.5 0.2
Old : 100.0: 25.3 7.6 2.0 72.3 90.2 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 12 3 18 11 28 25:
Old : 43: 9 12 3 18 11 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 84.0 80.9 95.2 43.7 59.7 57.4 66.0
Old : 58.4 84.0 80.9 95.2 43.7 59.7 57.4 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 45,238: 9,961 1,476 401 34,869 43,217 45,231 45,094: 7 144
Old : 45,238: 9,961 1,476 401 34,869 43,217 45,231 45,094: 7 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 4,542: 84 -113 351 4,106 4,366 4,541 4,604: 1 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.3 0.9 77.1 95.5 100.0 99.7: 0.0 0.3
Old : 100.0: 22.0 3.3 0.9 77.1 95.5 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 7 1 12 8 17 16:
Old : 27: 5 7 1 12 8 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 95.5 93.8 98.1 82.6 94.1 92.4 95.9
Old : 83.2 95.5 93.8 98.1 82.6 94.1 92.4 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2008